-90.9%
EOSE vs EXPD
+39.4%
-130.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.4% |
| 7D | -8.4% | -7.4% | -1.0% | -7.7% |
| 30D | -31.0% | -2.1% | -28.9% | -30.8% |
| 3M | -57.0% | +5.7% | -62.7% | -57.1% |
| 6M | -78.3% | +21.4% | -99.6% | -78.4% |
| YTD | -84.8% | +27.6% | -112.4% | -85.9% |
| 1Y | -90.9% | +36.1% | -127.1% | -91.7% |
| All | -90.9% | +39.4% | -130.3% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling